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~person:"Alves, Carlos"
~person:"Keloharju, Matti"
~subject:"Seasonal variations"
~type_genre:"Non-commercial literature"
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Seasonal variations
Saisonale Schwankungen
2
Saisonkomponente
2
Seasonal component
2
USA
2
United States
2
1963-2011
1
Aktienindex
1
Börsenkurs
1
Capital income
1
Capital market returns
1
ETFs seasonality
1
Economic indicator
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Estimation
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Index derivative
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Indexderivat
1
Kapitaleinkommen
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Kapitalmarktrendite
1
Portfolio selection
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Portfolio-Management
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Schätzung
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Securities trading
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Share price
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Stock index
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Strategie
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Strategy
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Time series analysis
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US equity
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Wertpapierhandel
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indices seasonality
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raw returns
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Alves, Carlos
Keloharju, Matti
Jacobs, Jan
5
Gil-Alaña, Luis A.
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Hindrayanto, Irma
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Koopman, Siem Jan
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Abeln, Barend
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Ooms, Marius
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Osborn, Denise R.
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Webel, Karsten
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Bikker, Reinier
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Boufateh, Talel
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Brakel, Jan A. van den
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Evidence of idiosyncratic seasonality in ETFs performance
Alves, Carlos
;
Reis, Duarte André de Castro
-
2018
-
Version: January 2018
Persistent link: https://www.econbiz.de/10011879147
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2
Common factors in return seasonalities
Keloharju, Matti
;
Linnainmaa, Juhani
;
Nyberg, Peter
-
2014
Persistent link: https://www.econbiz.de/10010481189
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